+475.1%
MULL vs DKS
-29.5%
+504.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +7.7% | -21.5% | -13.6% |
| 7D | -35.9% | +8.4% | -44.3% | -35.8% |
| 30D | -47.3% | +7.7% | -55.0% | -47.5% |
| 3M | -30.6% | -25.8% | -4.8% | -27.4% |
| 6M | +13.7% | -31.0% | +44.7% | +21.6% |
| YTD | +272.1% | -23.8% | +295.9% | +273.6% |
| 1Y | +475.1% | -29.8% | +504.9% | +490.9% |
| All | +475.1% | -29.5% | +504.6% | +490.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling